+45.0%
CBRE vs AEIS
+228.8%
-183.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.8% | -6.6% | -4.4% |
| 7D | -1.5% | +8.1% | -9.7% | -3.4% |
| 30D | -4.0% | -11.1% | +7.1% | -1.8% |
| 3M | +8.0% | -5.6% | +13.7% | +5.8% |
| 6M | +4.0% | -0.6% | +4.6% | -2.1% |
| YTD | -11.5% | +38.0% | -49.6% | -27.0% |
| 1Y | -13.0% | +87.2% | -100.2% | -37.2% |
| 3Y | +66.9% | +179.7% | -112.8% | -3.6% |
| 5Y | +45.0% | +241.7% | -196.7% | -27.1% |
| All | +45.0% | +228.8% | -183.8% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling